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Trade: AR/USDT/360/WMA/ZLMA/2526

Strategy
AR/USDT/360/WMA/ZLMA/2526
Pair
AR_USDT
Interval
6h
Score
333070
Daily Profit
0.359518
Profit Factor
3.118930
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
1594.250000
Evaluation Time
2025-09-28 07:04
Expiration Time
2025-11-11 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 714072.2712 573161.0691 140911.2021 1253426.9777 1394798.5011 -141371.5234
Total P&L (%) 714.0723 573.1611 140.9112 1253.427 1394.7985 -141.3715
Avg Daily Profit (%) 0.4479 0.3595 0.0884 0.1635 0.1698 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104478 -98596 -52709 -2298291 -1860685 -1109788
Profit Factor 2.612 3.1189 1.817 1.2382 1.4294 0.9298
Total Trades 63 32 31 63 32 31
Winning Trades 25 11 14 25 11 14
Losing Trades 38 21 17 38 21 17
Profitability (%) 39.6825 34.375 45.1613 39.6825 34.375 45.1613
Ratio Avg Win / Avg Loss 3.9703 5.9543 2.2064 1.8821 2.7288 1.129
Largest Winning Trade 297183 297183 70576 2429771 2429771 511218
Largest Losing Trade -48245 -26180 -48245 -634570 -530939 -634570
Avg Bars in Trades 96 80 112 96 80 112
Avg Bars in Winners 164 153 173 164 153 173
Avg Bars in Losers 51 42 61 51 42 61
Bars Traded 6063 2580 3483 6063 2580 3483
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140151 333070 -73431 -146746 131633 -581033
Evaluation Data
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623045600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032291414,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            714072.2711725349,
            573161.0690945736,
            140911.2020779611,
            1253426.9777170508,
            1394798.5010853694,
            -141371.5233683187
        ],
        [
            714.072271,
            573.161069,
            140.911202,
            1253.426978,
            1394.798501,
            -141.371523
        ],
        [
            0.447905,
            0.359518,
            0.088387,
            0.163547,
            0.16979,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104478,
            -98596,
            -52709,
            -2298291,
            -1860685,
            -1109788
        ],
        [
            2.612042,
            3.11893,
            1.817038,
            1.2382,
            1.429394,
            0.929798
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            39.68254,
            34.375,
            45.16129,
            39.68254,
            34.375,
            45.16129
        ],
        [
            3.970304,
            5.954322,
            2.206403,
            1.882064,
            2.728842,
            1.12904
        ],
        [
            297183,
            297183,
            70576,
            2429771,
            2429771,
            511218
        ],
        [
            -48245,
            -26180,
            -48245,
            -634570,
            -530939,
            -634570
        ],
        [
            96,
            80,
            112,
            96,
            80,
            112
        ],
        [
            164,
            153,
            173,
            164,
            153,
            173
        ],
        [
            51,
            42,
            61,
            51,
            42,
            61
        ],
        [
            6063,
            2580,
            3483,
            6063,
            2580,
            3483
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140151,
            333070,
            -73431,
            -146746,
            131633,
            -581033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6377,
    "evaluation_days": 1594.25,
    "actual_first_datapoint_time": 1620993600000,
    "first_datapoint_time": 1623045600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759032291414,
    "expiration_time": 1762847496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)